@phdthesis{grigorova:tel-00878599, TITLE = {{QUELQUES LIENS ENTRE LA TH{\'E}ORIE DE L'INT{\'E}GRATION NON-ADDITIVE ET LES DOMAINES DE LA FINANCE ET DE L'ASSURANCE}}, AUTHOR = {Grigorova, Miryana}, URL = {https://theses.hal.science/tel-00878599}, SCHOOL = {{Universit{\'e} Paris-Diderot - Paris VII}}, YEAR = {2013}, MONTH = Oct, KEYWORDS = {risk measure ; capacity ; Choquet integral ; uncertainty ; non-additive probability ; stochastic dominance ; distortion ; ambiguity ; premium principle ; Choquet expected utility ; quantile function ; mesure du risque ; capacit{\'e} ; int{\'e}grale de Choquet ; incertitude ; probabilit{\'e} non-additive ; ordre stochastique ; fonction de distorsion ; ambigu{\"i}t{\'e}}, TYPE = {Theses}, PDF = {https://theses.hal.science/tel-00878599/file/doctorat_Grigorova.pdf}, HAL_ID = {tel-00878599}, HAL_VERSION = {v1}, }